Training run on 2025-04-29

model.ckpt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:86a81dc40bac7ec3965b857525b2d1bf99ecaf2fd580857654168b6f6fd4c8f4
-size 11604956
+oid sha256:a4b0e42561aefaa767c807cc6a6527a40fe5305c3e6a8131ff1a6d0f35649e3f
+size 11608348

model_config.yaml

@@ -28,7 +28,7 @@ data:
   interval: 1d
   start_date: '2022-01-01'
   end_date: null
-  sequence_length: 14
+  sequence_length: 7
   feature_columns:
   - open
   - high
@@ -54,7 +54,7 @@ training:
   early_stopping_min_delta: 0.001
   learning_rate: 0.0001
   optimizer: adam
-  loss_function: smape
+  loss_function: mae
   gradient_clip_val: 0.5
 wandb:
   enabled: true
@@ -72,37 +72,56 @@ checkpoint:
 huggingface:
   push_to_hub: true
   commit_message: Training run on {date}
-general:
-  symbols:
-  - BTC/USDT
-  interval: 1d
-  initial_capital: 10000.0
-  position_size_pct: 0.2
-  max_open_trades: 10
-logic:
-  buy_threshold: 0.02
-  sell_threshold: -0.01
-  stop_loss_pct: 0.05
-  take_profit_pct: 0.1
-  rc_window: 14
-  rc_threshold: 0.6
-backtesting:
-  start_date: '2023-01-01'
-  end_date: '2023-12-31'
-  fee_rate: 0.001
-  slippage_pct: 0.001
-  plot_results: true
-  save_results: true
-  results_dir: backtest_results
-live:
-  mode: paper
-  update_interval_seconds: 60
-  max_retry_attempts: 3
-  retry_delay_seconds: 5
-  order_type: market
-  limit_order_time_in_force: GTC
-  limit_price_buffer_pct: 0.005
-  telegram_notifications: false
+  repo_id: btc-predictor-v0
+trading:
+  general:
+    interval: 1d
+    position_size_pct: 0.1
+    max_open_trades: 10
+    model_and_symbols:
+    - model: btc-predictor-v0
+      symbols: BTC/USDT
+  logic:
+    buy_threshold: 0.002
+    sell_threshold: -0.002
+    stop_loss_pct: 0.05
+    take_profit_pct: 0.02
+    enable_stop_loss: false
+    enable_trend_reversal_selling: true
+    rc_threshold: 0.6
+  backtesting:
+    start_date: '2025-01-01'
+    end_date: '2025-04-28'
+    fee_rate: 0.001
+    slippage_pct: 0.001
+    plot_results: true
+    save_results: true
+    results_dir: backtest_results
+    initial_capital: 2000.0
+    visualization:
+      formats:
+      - png
+      - pdf
+      dpi: 300
+      combined_report: true
+      charts:
+        portfolio_value: true
+        cumulative_returns: true
+        trade_points: true
+        drawdown: true
+        monthly_returns: true
+        win_loss_ratio: true
+        portfolio_composition: true
+        predictions: true
+  live:
+    mode: paper
+    update_interval_seconds: 60
+    max_retry_attempts: 3
+    retry_delay_seconds: 5
+    order_type: market
+    limit_order_time_in_force: GTC
+    limit_price_buffer_pct: 0.005
+    telegram_notifications: false
 app:
   name: crypto-trading
   environment: ${oc.env:ENVIRONMENT}
@@ -132,4 +151,4 @@ services:
   huggingface:
     token: ${oc.env:HUGGINGFACE_TOKEN}
     username: ${oc.env:HUGGINGFACE_USERNAME}
-    repo_name: btc-predictor-v0
+    repo_name: ${oc.env:HUGGINGFACE_REPO_NAME,crypto-models}

preprocessor/preproc_config.joblib

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:1e3f9411556443aaa72dcca2293c628605975fe3d536b85d223336a2f28523a8
-size 12216
+oid sha256:b64358869e9dd7c426f213791f936f03803c8c45fe6c58b69fdd2acdbfdf977b
+size 13957

preprocessor/scalers.joblib

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:63b4162a7bdff1924e8b62ffd344169156e1301eb27421c7abbafbdf53a058cf
+oid sha256:abb6fb8de4569cb1c2de76cccf0d585174ced2ea172f6290bbdadd56cb7f3f41
 size 1625